I would like to inform you that the Center for Computational & Data Sciences (CCDS) is going to organize a workshop on Statistical Data Analysis using Bayesian Analysis from 25th Feb 2024 to 29th Feb 2024. The following speaker is invited to the event:
- Shahariar Huda, PhD, Professor, Department of Statistics & Operation Research, Faculty of Science, Kuwait University.
The details are as follows:
SL | Time | Date: 25/02/2024 |
01 | 10:30 AM – 12:00 PM | Introduction to Bayesian Statistics
Statistical Experiments, Forms of Statistical Inference, Random Variables and Some Standard Distributions, Samples and Sampling Distributions, and Exercises. |
02 | 12:00 AM – 12:15 AM | Tea break |
03 | 12:15 AM – 01:45 PM | Theory of Point Estimation
General Problem (Unbiasedness, Minimum Mean Squared Error), Sufficiency and Completeness, Exponential Family of Distributions, Lower Bound for Variance of Estimators (Cramer-Rao Lower Bound), Uniformly Minimum Variance Unbiased Estimators (UMVUE), Exercises. |
04 | 01:45 PM | Lunch |
SL | Time | Date: 27/02/2024 |
01 | 10:30 AM – 12:00 PM | Maximum Likelihood Estimation
The Method of Maximum Likelihood (MLE), Asymptotic Properties of MLE, Exercises. |
02 | 12:00 AM – 12:15 AM | Tea break |
03 | 12:15 AM – 01:45 PM | Methods of Moment
Introduction, Method of Moments Estimators, Some Remarks, Exercises. |
04 | 01:45 PM | Lunch |
SL | Time | Date: 28/02/2024 |
01 | 10:30 AM – 12:00 PM | Method of Least Squares
Introduction, Linear Models, Use of Matrices, Properties of LSE (Gauss-Markov Theorem), Full-rank Models with Non-Constant Variance, LSE in Non-Full-rank Models, Geometric Interpretation of LSE, Exercises |
02 | 12:00 AM – 12:15 AM | Tea break |
03 | 12:15 AM – 01:45 PM | Set Estimation
Confidence Interval, Confidence Set, Exercises |
04 | 01:45 PM | Lunch |
SL | Time | Date: 29/02/2024 |
01 | 10:30 AM – 12:00 PM | Bayesian Approach Part-I
Introduction (extension of the statistical model description, prior and posterior distributions, proper and improper priors, uninformative and informative priors, conjugate priors), Exercises |
02 | 12:00 AM – 12:15 AM | Tea break |
03 | 12:15 AM – 01:45 PM | Bayesian Approach Part-II
Point Estimation (decision-theoretic framework, loss function, risk function, Bayes estimator, Minimax estimator), Interval Estimation, Hypothesis Testing, Exercises |
04 | 01:45 PM | Lunch |